Although in no order... this is kind of a no-brainer for me...
1> Rollercoaster Tycoon Series... Simply the most fun 'sim' game out there. Yes, RCT-3 had issues, but it was still fun and all 3-games combined took oodles & oodles of hours of my free time because you just want to build & build
2> Half Life 2: All episodes... The gravity gun, 'nuff said? Ok, it also had a great compelling storyline.
3> Sim City 4... All Sim City series were great, but this reached its peak here, especially with the Rush Hour expansion pack. They really need to make a true sequal to this game, and not some hack game "Sim City Soceities".
4> Bio-Shock... It's like playin' a friggin' movie. I've never really been in awe with a game as much as I have with this one. Money well spent
5> (this one goes back a little) Soldier of Fortune 1 & 2... I loved when they had that point-of-contact hits where you can take off their arms or face or whatever, but the games themselves were also equally great with action, graphics, and good AI. I haven't played the 3rd one, but heard it was a major stinker, giving the SoF series a bad name.